Search Results - subject_exact:"Density function"

Essays on semi-parametric modelling of time-varying probability distributions

Vallarino, Pierluigi - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014431203

Conditional density function for surrogate scalar response

Boumahdi, Mounir; Ouassou, Idir; Rachdi, Mustapha - 2023

This paper presents the estimator of the conditional density function of surrogated scalar response variable given a functional random one. We construct a conditional density function by using the available (true) response data and the surrogate data. Then, we build up some asymptotic properties...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015052186

From Fixed-Event to Fixed-Horizon Density Forecasts : Obtaining Measures of Multi-Horizon Uncertainty From Survey Density Forecasts

Ganics, Gergely - 2020

Surveys of Professional Forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their quality. This is partly because such surveys are often conducted for...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012844562

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From Fixed-event to Fixed-horizon Density Forecasts : Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts

Ganics, Gergely - 2020

Book / Working Paper

Some extensions of asymptotic F and t theory in nonstationary regressions

Sun, Yixiao - 2023

The author develops and extends the asymptotic F - and t -test theory in linear regression models where the regressors could be deterministic trends, unit-root processes, near-unit-root processes, among others. The author considers both the exogenous case where the regressors and the regression...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014313748

Heterogeneous beliefs and the Phillips curve

Meeks, Roland; Monti, Francesca - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012201139

A smooth nonparametric, multivariate, mixed-data location-scale test

Racine, Jeffrey; Van Keilegom, Ingrid - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012313370

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A smooth nonparametric, multivariate, mixed-data location-scale test

Racine, Jeffrey; Van Keilegom, Ingrid - 2019

Book / Working Paper

A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

Racine, Jeffrey - 2017

Book / Working Paper

A smooth nonparametric, multivariate, mixed-data location-scale test

Racine, Jeffrey; Van Keilegom, Ingrid - 2017

Book / Working Paper

Smooth cyclically monotone interpolation and empirical center-outward distribution functions

Barrio, Eustasio del; Cuesta Albertos, Juan; Hallin, Marc; … - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012065291

Inference on distribution functions under measurement error

Adusumilli, Karun; Otsu, Taisuke; Whang, Yoon-jae - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011889204

Creaming - and the depletion of resources : a Bayesian data analysis

Lillestøl, Jostein; Sinding-Larsen, Richard - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011752694

Unconditional density vs conditional density functions in estimating value-at-risk

Chiu, Yen-Chen; Chuang, I-Yuan - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012416070

Stetigkeit in der Statistik

Huschens, Stefan - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013441251

Non-parametric estimation of conditional densities : a new method

Otneim, Håkon; Tjostheim, Dag - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011575737

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Non-Parametric Estimation of Conditional Densities : A New Method

Otneim, Håkon - 2016

Book / Working Paper

Order invariant evaluation of multivariate density forecasts

Dovern, Jonas; Manner, Hans - 2016

We derive new tests for proper calibration of multivariate density forecasts based on Rosenblatt probability integral transforms. These tests have the advantage that they i) do not depend on the ordering of variables in the forecasting model, ii) are applicable to densities of arbitrary...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011453093

Asymptotic theory for Beta-t-GARCH

Ito, Ryoko - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011455742

Weibull wind worth : wait and watch?

Lillestøl, Jostein - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011422675

Measuring batting consistency and comparing batting greats in test cricket : innovative applications of statistical tools

Sarkar, Sahadeb; Banerjee, Anirban - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011654136

From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts

Rossi, Barbara; Ganics, Gergely; Sekhposyan, Tatevik - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012196192

Das Gesetz der Ansteckung : was Pandemien, Börsencrashs und Fake News gemein haben

Kucharski, Adam - 2020 - 1. Auflage

Der Autor war mit seinem Team u.a. aktiv an der Bekämpfung der letzten Ebola-Epidemie in Afrika beteiligt. In seinem Buch geht es am Rand auch um Beispiele von Pandemien oder Krankheiten wie der Spanischen Grippe, Zika oder Cholera, doch hauptsächlich wird die These erläutert, welche...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012302039

Distance-based measures of spatial concentration : introducing a relative density function

Lang, Gabriel; Marcon, Eric; Puech, Florence - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012252927

Bayesian Nonparametric Calibration and Combination of Predictive Distributions

Bassetti, Federico - 2015

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work of Ranjan and Gneiting (2010) and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013023291

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Bayesian Nonparametric Calibration and Combination of Predictive Distributions

Bassetti, Federico - 2015

Book / Working Paper

Beta-Creaming

Lillestol, Jostein; Sinding-Larsen, Richard - 2015

This paper considers sampling proportional to expected size from a partly unknown distribution. The applied context is the exploration for undiscovered resources, like oil accumulations in different deposits, where the most promising deposits are likely to be drilled first, based on some...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014036395

On the modeling of size distributions when technologies are complex

Growiec, Jakub - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011573514

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On the modeling of size distributions when technologies are complex

Growiec, Jakub - 2015

Book / Working Paper

Bayesian nonparametric calibration and combination of predictive distributions

Bassetti, Federico; Casarin, Roberto; Ravazzolo, Francesco - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010507821

Essays on pricing kernel estimation, option data filtering and risk-neutral density tail estimation

Meier, Pirmin - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010511452

Beta-creaming

Lillestøl, Jostein; Sinding-Larsen, Richard - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010515234

EuroMInd-D : a density estimate of monthly gross domestic product for the Euro Area

Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011516998

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EuroMInd-D : a density estimate of monthly gross domestic product for the euro area

Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - 2015

Book / Working Paper

A statistical equilibrium approach to the distribution of profit rates

Scharfenaker, Ellis; Semieniuk, Gregor - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011772676

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A statistical equilibrium approach to the distribution of profit rates

Scharfenaker, Ellis; Semieniuk, Gregor - 2015

Book / Working Paper

Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns

Bedón, Paul; Rodriguez, Gabriel - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011415340

It’s all in the interval : an imperfect measurements approach to estimate bidders’ costs in descending first price sealed bid auctions

Sundström, David - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010426145

Estimation of continuous time models driven by Lévy Processes

Floor Brix, Anne - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011369534

Distributional modeling of financial systemic risk and income data

Eckernkemper, Tobias - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012021672

What We Can Learn About the Behavior of Firms from the Average Monthly Frequency of Price-Changes : An Application to the UK CPI Data

Dixon, Huw - 2013

In this paper, we see how much the average monthly frequency of price changes ties down the behavior of firms in steady-state in terms of the average length of price-spells across firms. We use the UK CPI data at the aggregate and sectoral level and find that the actual mean is about twice the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013082341

Agglomeration economies in classical music

Borowiecki, Karol Jan - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011545166

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Agglomeration economies in classical music

Borowiecki, Karol Jan - 2013

Book / Working Paper

Agglomeration economies in classical music

Borowiecki, Karol Jan - 2013

Book / Working Paper

Agglomeration Economies in Classical Music

Borowiecki, Karol Jan - 2013

Book / Working Paper

What we can learn about the behavior of firms from the average monthly frequency of price-changes : an application to the UK CPI data

Dixon, Huw; Tian, Kun - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009736733

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What we can learn about the behavior of firms from the average monthly frequency of price-changes : an application to the UK CPI data

Dixon, Huw; Tian, Kun - 2013

Book / Working Paper

Model choice and size distribution : a Bayequentist approach

Engler, John-Oliver; Baumgärtner, Stefan - 2013

We propose a new three-step model-selection framework for size distributions in empirical data. It generalizes a recent frequentist plausibility-of-fit analysis (Step 1) and combines it with a relative ranking based on the Bayesian Akaike Information Criterion (Step 2). We enhance these...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009712517

Estimation of flexible fuzzy GARCH models for conditional density estimation

Almeida, Rui Jorge; Baştűrk, Nalan; Kaymak, Uzay; … - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009781903

Off the charts : massive unexplained heterogeneity in a global study of ambiguity attitudes

L'Haridon, Olivier; Vieider, Ferdinand M.; Aycinena, Diego - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011959841

Systemic real and financial risks : measurement, forecasting, and stress testing

De Nicolò, Gianni; Lucchetta, Marcella - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009572513

Reliability modelling for wear out failure period of a single unit system

Arekar, Kirti; Ailawadi, Satish; Jain, Rinku - 2012

The present paper deals with two time-shifted density models for wear out failure period of a single unit system. The study, considered the time-shifted Gamma and Normal distributions. Wear out failures occur as a result of deterioration processes or mechanical wear and its probability of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009769998

Euromind-D : a density estimate of monthly gross domestic product for the Euro Area

Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011694793

Lower confidence bounds for system reliability from binary failure data using bootstrapping

Leemis, Lawrence M. - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011595103

The conditional density estimate as a method of empiric analysis and forecast of economic phenomena in the framework of probability modeling

Tanku, Altin; Ceca, Kliti - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011814864

Tales from the unit interval : backtesting, forecasting and modeling

Nielsen, Thor Pajhede - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011654061

Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters

Nadarajah, Saralees; Jiang, Xiao; Chu, Jeffrey - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011711741

Two-warehouse inventory model for non-instantaneous deteriorating items with stock-dependent demand and inflation using particle swarm optimization

Tiwari, Sunil; Jaggi, Chandra K.; Bhunia, Asoke Kumar; … - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011711770

What we can learn about the behaviour of firms from the average monthly frequency of price-changes : an application to the UK CPI data

Dixon, Huw; Tian, Kun - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011772117

An empirical study of interaction-based aggregate investment fluctuations

Guiso, Luigi; Lai, Chaoqun; Nirei, Makoto - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011959179

Is the Pareto-Lévy law a good representation of income distributions?

Dagsvik, John K.; Jia, Zhiyang; Vatne, Bjørn Helge; … - 2011

Mandelbrot (1960) proposed using the so-called Pareto-Lévy class of distributions as a framework for representing income distributions. We argue in this paper that the Pareto-Lévy distribution is an interesting candidate for representing income distribution because its parameters are easy to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009407916

Dynamics of European agricultural productivity: An analysis of regional convergence

Cuerva, Maria Carmen - 2011

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011098774

Some methods for analyzing big dependent data

Tsay, Ruey S. - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011692453